+10.6%
PCAR vs STRL
-22.3%
+32.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.6% |
| 7D | +2.1% | +23.4% | -21.3% | +1.0% |
| 30D | -1.2% | -39.5% | +38.3% | +1.2% |
| 3M | -18.6% | -45.1% | +26.5% | -16.2% |
| 6M | -5.1% | -64.6% | +59.5% | +0.4% |
| YTD | -1.8% | -1.5% | -0.3% | -5.7% |
| 1Y | +10.6% | -20.8% | +31.4% | +8.0% |
| All | +10.6% | -22.3% | +32.9% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling